-27.8%
COIN vs HBM
+327.6%
-355.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -5.1% | -3.3% | -1.8% | -4.0% |
| 30D | +17.6% | -4.8% | +22.4% | +20.1% |
| 3M | +9.2% | -0.4% | +9.7% | +8.3% |
| 6M | -11.8% | +17.9% | -29.6% | -20.5% |
| YTD | -22.5% | +33.7% | -56.2% | -35.5% |
| 1Y | -45.9% | +95.6% | -141.5% | -62.4% |
| 3Y | +117.4% | +458.1% | -340.7% | -13.8% |
| All | -27.8% | +327.6% | -355.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling